+608.4%
VST vs LYV
+57.8%
+550.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +6.6% | +1.8% | +4.8% | +6.0% |
| 30D | -12.4% | +5.7% | -18.1% | -14.3% |
| 3M | -9.0% | -4.1% | -4.9% | -8.0% |
| 6M | -6.4% | +5.9% | -12.4% | -9.0% |
| YTD | -17.2% | +25.2% | -42.4% | -24.4% |
| 1Y | -22.0% | +30.4% | -52.4% | -30.0% |
| 3Y | +296.7% | +103.6% | +193.0% | +210.4% |
| All | +608.4% | +57.8% | +550.6% | +464.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling